SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset
16 references·16 citing·33 second hopsampled
Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset (2009)Comparing Greenbook and Reduced Form Fore…The Quarterly Journal of Economics (2024)The Quarterly Journal of Econ…Real-Time Measurement of Business Conditions (2009)Real-Time Measurement of Busi…Nowcasting: The real-time informational content of macroeconomic data (2008)Nowcasting: The real-time inf…Do macro variables, asset markets, or surveys forecast inflation better? (2007)Do macro variables, asset mar…The Generalized Dynamic Factor Model (2005)The Generalized Dynamic Facto…Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Effects of Mone…A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)A comparison of direct and it…Combination forecasts of output growth in a seven‐country data set (2004)Combination forecasts of outp…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Tests of equal forecast accuracy and encompassing for nested models (2001)Tests of equal forecast accur…Model uncertainty in cross‐country growth regressions (2001)Model uncertainty in cross‐co…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…Forecasting inflation (1999)Forecasting inflationComparing Predictive Accuracy (1994)Comparing Predictive AccuracyThe Combination of Forecasts (1969)The Combination of ForecastsIdentifying Monetary Policy Shocks: A Natural Language Approach (2024)Identifying Monetary Policy S…Nowcasting GDP using machine-learning algorithms: A real-time assessment (2020)Nowcasting GDP using machine-…Expected Inflation and Other Determinants of Treasury Yields (2018)Expected Inflation and Other …Forecaster’s Dilemma: Extreme Events and Forecast Evaluation (2017)Forecaster’s Dilemma: Extreme…Nonlinear forecasting with many predictors using kernel ridge regression (2016)Nonlinear forecasting with ma…Realtime Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility (2015)Realtime Nowcasting with a Ba…Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts (2015)Forecast Rationality Tests in…Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination (2013)Oil and U.S. GDP: A Real‐Time…Nowcasting GDP in Real Time: A Density Combination Approach (2013)Nowcasting GDP in Real Time: …Forecasting and Policy Making (2013)Forecasting and Policy MakingCredit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach (2013)Credit Spreads as Predictors …Advances in Forecasting under Instability (2013)Advances in Forecasting under…The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market (2012)The Ins and Outs of Forecasti…Forecast Rationality Tests Based on Multi-Horizon Bounds (2012)Forecast Rationality Tests Ba…Evaluating DSGE model forecasts of comovements (2012)Evaluating DSGE model forecas…Do Expectations Matter? The Great Moderation Revisited (2010)Do Expectations Matter? The G…New Indexes of Coincident and Leading Economic Indicators (1989)Macroeconomic Forecasting Using Diffusion Indexes (2002)Large Bayesian vector auto regressions (2009)Prior Selection for Vector Autoregressions (2014)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Asymptotic Inference about Predictive Ability (1996)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Credit Spreads and Business Cycle Fluctuations (2012)Interpreting the macroeconomic time series facts (1992)Efficient Tests for an Autoregressive Unit Root (1996)Determining the Number of Factors in Approximate Factor Models (2002)Inferential Theory for Factor Models of Large Dimensions (2003)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)A PANIC Attack on Unit Roots and Cointegration (2004)Measuring Uncertainty (2015)Forecasting Stock Returns (2013)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)A Theory of Fairness, Competition, and Cooperation (1999)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)The Skill Content of Recent Technological Change: An Empirical Exploration (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2024The Quarterly Journal of Economics7,176 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1969The Combination of Forecasts3,194 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
  • 1999Forecasting inflation1,273 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 2008Nowcasting: The real-time informational content of macroeconomic data1,153 cited
  • 2004Combination forecasts of output growth in a seven‐country data set1,138 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 2009Real-Time Measurement of Business Conditions916 cited
  • 2001Model uncertainty in cross‐country growth regressions892 cited
  • 2005The Generalized Dynamic Factor Model824 cited
  • 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series808 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2007
Do macro variables, asset markets, or surveys forecast inflation better?
801 cited

Cited by

  • 2013Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach183 cited
  • 2013Advances in Forecasting under Instability178 cited
  • 2017Forecaster’s Dilemma: Extreme Events and Forecast Evaluation155 cited
  • 2016Nonlinear forecasting with many predictors using kernel ridge regression144 cited
  • 2012Forecast Rationality Tests Based on Multi-Horizon Bounds137 cited
  • 2013Nowcasting GDP in Real Time: A Density Combination Approach129 cited
  • 2020Nowcasting GDP using machine-learning algorithms: A real-time assessment119 cited
  • 2015Realtime Nowcasting with a Bayesian Mixed Frequency Model with Stochastic Volatility103 cited
  • 2018Expected Inflation and Other Determinants of Treasury Yields101 cited
  • 2015Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts90 cited
  • 2012The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market84 cited
  • 2013Forecasting and Policy Making79 cited
  • 2010Do Expectations Matter? The Great Moderation Revisited74 cited
  • 2024Identifying Monetary Policy Shocks: A Natural Language Approach74 cited
  • 2013Oil and U.S. GDP: A Real‐Time Out‐of‐Sample Examination73 cited
  • 2012Evaluating DSGE model forecasts of comovements71 cited